February Bank Participation Report Futures IN CONTRACTS

  REPORT DATE: 2/5/2019
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   5,438 1.2 463 0.1 467,427
NON U.S.   40,636 8.7 15,340 3.3  
  17 46,074 9.9 15,803 3.4  
CBT WHEAT-HRW U.S.   2,888 1.0 3,446 1.1 303,201
NON U.S.   17,502 5.8 3,303 1.1  
  12 20,390 6.7 6,749 2.2  
CBT CORN U.S. 4 15,663 0.9 20,207 1.2 1,704,301
NON U.S. 11 68,115 4.0 12,959 0.8  
  15 83,778 4.9 33,166 1.9  
CBT SOYBEANS U.S.   5,985 0.8 1,444 0.2 740,350
NON U.S.   32,255 4.4 6,565 0.9  
  17 38,240 5.2 8,009 1.1  
CBT SOYBEAN OIL U.S.   7,262 1.4 1,175 0.2 505,696
NON U.S.   33,109 6.5 700 0.1  
  12 40,371 8.0 1,875 0.4  
CBT U.S. TREASURY BONDS U.S. 6 8,000 0.8 12,237 1.3 956,955
NON U.S. 9 6,659 0.7 6,057 0.6  
  15 14,659 1.5 18,294 1.9  
CBT ULTRA U.S. TREASURY BONDS U.S.   6,371 0.5 360 0.0 1,181,630
NON U.S.   0 0.0 10,961 0.9  
  6 6,371 0.5 11,321 1.0  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S. 4 16,807 4.4 3,872 1.0 379,630
NON U.S. 6 14,314 3.8 59 0.0  
  10 31,121 8.2 3,931 1.0  
NYME UP DOWN GC ULSD VS HO SPR U.S.   3,033 8.5 0 0.0 35,503
NON U.S.   968 2.7 0 0.0  
  5 4,001 11.3 0 0.0  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 5 17,039 0.3 1,869,167 37.4 4,998,707
NON U.S. 8 44,214 0.9 1,031,869 20.6  
  13 61,253 1.2 2,901,036 58.0  
IFED NATURAL GAS PENULTIMATE ICE U.S.   8,206 5.8 7,604 5.4 140,772
NON U.S.   5,326 3.8 4,658 3.3  
  7 13,532 9.6 12,262 8.7  
IFED PG&E CITYGATE FIN BASIS U.S.   2,815 2.2 184 0.1 129,231
NON U.S.   1,650 1.3 24,384 18.9  
  6 4,465 3.5 24,568 19.0  
IFED NWP ROCKIES FIN BASIS U.S.   730 0.2 97,784 31.1 314,650
NON U.S.   3,373 1.1 118,417 37.6  
  8 4,103 1.3 216,201 68.7  
IFED AECO FIN BASIS U.S.   121 0.0 9,034 1.2 772,741
NON U.S.   12,693 1.6 598,412 77.4  
  7 12,814 1.7 607,446 78.6  
IFED CHICAGO FIN BASIS U.S.   23,933 6.1 1,284 0.3 389,659
NON U.S.   4,447 1.1 71,411 18.3  
  9 28,380 7.3 72,695 18.7  
IFED HSC FIN BASIS U.S.   12,654 2.7 112,676 23.9 472,195
NON U.S.   1,096 0.2 18,357 3.9  
  8 13,750 2.9 131,033 27.7  
IFED WAHA FIN BASIS U.S.   1,459 0.5 89,118 30.2 295,145
NON U.S.   184 0.1 29,922 10.1  
  7 1,643 0.6 119,040 40.3  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S.   0 0.0 72,655 27.0 268,816
NON U.S.   36 0.0 74,860 27.8  
  8 36 0.0 147,515 54.9  
IFED DOMINION - SOUTH POINT (BASIS) U.S.   4,398 0.7 147,993 24.6 601,258
NON U.S.   40,720 6.8 56,277 9.4  
  8 45,118 7.5 204,270 34.0  
IFED EL PASO - PERMIAN BASIN (BASIS) U.S.   31,458 16.1 4,034 2.1 195,186
NON U.S.   0 0.0 4,941 2.5  
  5 31,458 16.1 8,975 4.6  
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) U.S.   9,629 6.7 8,020 5.6 143,952
NON U.S.   6,000 4.2 6,917 4.8  
  5 15,629 10.9 14,937 10.4  
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) NON U.S.   9,318 12.5 6,007 8.0 74,712
  5 9,318 12.5 6,007 8.0  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   7,298 4.3 30,383 17.8 170,674
NON U.S.   6,006 3.5 7,469 4.4  
  6 13,304 7.8 37,852 22.2  
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) U.S.   6,105 2.6 6,440 2.7 235,274
NON U.S.   0 0.0 13,058 5.6  
  6 6,105 2.6 19,498 8.3  
IFED TETCO M2 Basis (Receipts) U.S.   0 0.0 83,056 32.5 255,268
NON U.S.   7,336 2.9 59,830 23.4  
  6 7,336 2.9 142,886 56.0  
NYME NATURAL GAS U.S. 5 32,323 2.3 49,451 3.6 1,375,899
NON U.S. 13 59,546 4.3 77,686 5.6  
  18 91,869 6.7 127,137 9.2  
NYME HENRY HUB LAST DAY FIN U.S.   7,629 1.7 87,029 19.6 444,624
NON U.S.   3,681 0.8 23,799 5.4  
  9 11,310 2.5 110,828 24.9  
NYME HENRY HUB PENULTIMATE FIN U.S.   17,112 14.2 2,332 1.9 120,723
NON U.S.   5,974 4.9 695 0.6  
  7 23,086 19.1 3,027 2.5  
CBT SOYBEAN MEAL U.S.   6,921 1.5 5,681 1.2 466,157
NON U.S.   36,593 7.8 1,069 0.2  
  15 43,514 9.3 6,750 1.4  
ICUS COTTON NO. 2 U.S.   1,904 0.8 1,168 0.5 245,717
NON U.S.   12,946 5.3 5,594 2.3  
  16 14,850 6.0 6,762 2.8  
NYME HENRY HUB U.S.   9,437 0.9 302,234 28.9 1,044,970
NON U.S.   41,575 4.0 330,761 31.7  
  9 51,012 4.9 632,995 60.6  
NYME HENRY HUB PENULTIMATE NAT GAS U.S.   24,053 16.8 2,707 1.9 143,203
NON U.S.   30,281 21.1 6,379 4.5  
  8 54,334 37.9 9,086 6.3  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 7 21,411 0.7 20,159 0.7 3,048,468
NON U.S. 26 70,752 2.3 27,615 0.9  
  33 92,163 3.0 47,774 1.6  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 84,155 2.1 33,327 0.8 4,005,731
NON U.S. 34 61,383 1.5 85,625 2.1  
  42 145,538 3.6 118,952 3.0  
CBT ULTRA 10-YEAR U.S. T-NOTES U.S.   3,586 0.5 160 0.0 693,042
NON U.S.   0 0.0 13,708 2.0  
  5 3,586 0.5 13,868 2.0  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 47,870 1.1 17,228 0.4 4,519,900
NON U.S. 24 39,976 0.9 123,126 2.7  
  29 87,846 1.9 140,354 3.1  
CBT 30-DAY FEDERAL FUNDS U.S. 8 328,423 18.8 182,319 10.4 1,750,774
NON U.S. 22 118,437 6.8 151,913 8.7  
  30 446,860 25.5 334,232 19.1  
CME LEAN HOGS U.S.   679 0.3 1,824 0.8 221,095
NON U.S.   16,774 7.6 760 0.3  
  10 17,453 7.9 2,584 1.2  
CME LIVE CATTLE U.S.   1,076 0.3 411 0.1 386,423
NON U.S.   23,659 6.1 0 0.0  
  11 24,735 6.4 411 0.1  
CME FEEDER CATTLE U.S.   417 0.9 218 0.4 48,951
NON U.S.   1,506 3.1 928 1.9  
  7 1,923 3.9 1,146 2.3  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   719 2.3 2,644 8.3 31,717
NON U.S.   18 0.1 3,808 12.0  
  6 737 2.3 6,452 20.3  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   3,224 6.0 4,527 8.5 53,563
NON U.S.   117 0.2 1,817 3.4  
  7 3,341 6.2 6,344 11.8  
NYME PROPANE NON-LDH MT BEL U.S.   0 0.0 15,390 31.2 49,392
NON U.S.   0 0.0 5,628 11.4  
  6 0 0.0 21,018 42.6  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   6,633 6.2 3,297 3.1 106,757
NON U.S.   1,003 0.9 3,229 3.0  
  7 7,636 7.2 6,526 6.1  
NYME MT BELVIEU ETHANE OPIS U.S.   1,157 3.1 8,785 23.3 37,754
NON U.S.   90 0.2 5,079 13.5  
  6 1,247 3.3 13,864 36.7  
NYME MT BELV NORM BUTANE OPIS U.S.   28 0.1 6,068 17.1 35,531
NON U.S.   107 0.3 2,554 7.2  
  7 135 0.4 8,622 24.3  
NYME MT BELV NAT GASOLINE OPIS U.S.   0 0.0 3,559 21.1 16,882
NON U.S.   2,960 17.5 941 5.6  
  5 2,960 17.5 4,500 26.7  
NYME CONWAY PROPANE (OPIS) U.S.   541 3.0 263 1.5 18,100
NON U.S.   79 0.4 2,469 13.6  
  6 620 3.4 2,732 15.1  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   30,282 5.1 50,552 8.5 592,407
NON U.S.   11,992 2.0 2,676 0.5  
  16 42,274 7.1 53,228 9.0  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   702 1.5 459 1.0 46,550
NON U.S.   792 1.7 25,629 55.1  
  6 1,494 3.2 26,088 56.0  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   17,868 8.9 42,973 21.3 201,368
NON U.S.   24 0.0 6,530 3.2  
  5 17,892 8.9 49,503 24.6  
NYME CRUDE OIL, LIGHT SWEET U.S.   34,321 1.7 195,384 9.5 2,057,061
NON U.S.   79,196 3.8 178,210 8.7  
  25 113,517 5.5 373,594 18.2  
NYME WTI CRUDE OIL CALENDAR U.S.   8,847 6.1 34,467 23.7 145,309
NON U.S.   8,868 6.1 33,234 22.9  
  8 17,715 12.2 67,701 46.6  
NYME WTI-BRENT CALENDAR U.S.   18,092 14.5 20,534 16.5 124,814
NON U.S.   5,814 4.7 180 0.1  
  6 23,906 19.2 20,714 16.6  
NYME BRENT (ICE) CALENDAR U.S.   723 3.2 452 2.0 22,476
NON U.S.   246 1.1 2,619 11.7  
  5 969 4.3 3,071 13.7  
NYME BRENT CRUDE OIL LAST DAY U.S.   7,641 4.1 3,285 1.8 186,087
NON U.S.   1,653 0.9 172 0.1  
  5 9,294 5.0 3,457 1.9  
NYME ARGUS LLS VS WTI TRADE MONTH U.S.   0 0.0 10,345 25.6 40,384
NON U.S.   0 0.0 1,528 3.8  
  5 0 0.0 11,873 29.4  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   17,045 11.9 34,034 23.7 143,557
NON U.S.   0 0.0 8,319 5.8  
  6 17,045 11.9 42,353 29.5  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   195 1.0 135 0.7 19,685
NON U.S.   300 1.5 11,607 59.0  
  6 495 2.5 11,742 59.6  
ICUS COCOA U.S.   1,683 0.7 18 0.0 247,778
NON U.S.   9,272 3.7 1,836 0.7  
  11 10,955 4.4 1,854 0.7  
NYME PALLADIUM U.S. 4 1,127 3.9 8,405 29.2 28,782
NON U.S. 14 708 2.5 2,028 7.0  
  18 1,835 6.4 10,433 36.2  
NYME PLATINUM U.S. 5 1,729 2.1 11,676 14.4 80,894
NON U.S. 18 2,715 3.4 8,193 10.1  
  23 4,444 5.5 19,869 24.6  
ICUS SUGAR NO. 11 U.S.   13,011 1.4 1,538 0.2 937,769
NON U.S.   46,275 4.9 10,438 1.1  
  12 59,286 6.3 11,976 1.3  
ICUS COFFEE C U.S.   3,133 1.0 3,388 1.1 303,111
NON U.S.   12,960 4.3 1,667 0.5  
  18 16,093 5.3 5,055 1.7  
CMX SILVER U.S. 5 5,379 2.6 51,660 24.9 207,101
NON U.S. 22 10,692 5.2 39,808 19.2  
  27 16,071 7.8 91,468 44.2  
CMX COPPER-GRADE #1 U.S. 4 6,083 2.5 1,045 0.4 245,629
NON U.S. 11 11,548 4.7 1,432 0.6  
  15 17,631 7.2 2,477 1.0  
CMX GOLD U.S. 5 5,552 1.2 81,291 16.9 479,736
NON U.S. 30 25,652 5.3 77,026 16.1  
  35 31,204 6.5 158,317 33.0  
CME CANADIAN DOLLAR U.S.   5,409 3.8 739 0.5 141,538
NON U.S.   7,347 5.2 2,560 1.8  
  5 12,756 9.0 3,299 2.3  
CME MEXICAN PESO NON U.S.   1,125 0.5 56,637 25.5 222,193
  8 1,125 0.5 56,637 25.5  
CME BRITISH POUND STERLING U.S.   25,050 12.7 4,784 2.4 196,616
NON U.S.   1,969 1.0 17,085 8.7  
  6 27,019 13.7 21,869 11.1  
CME JAPANESE YEN U.S.   3,344 1.7 42,920 22.3 192,789
NON U.S.   1,659 0.9 14,149 7.3  
  6 5,003 2.6 57,069 29.6  
CME EURO FX U.S.   524 0.1 22,079 4.2 523,868
NON U.S.   24,337 4.6 14,300 2.7  
  17 24,861 4.7 36,379 6.9  
NYME GASOLINE BLENDSTOCK (RBOB) U.S.   7,236 1.7 4,402 1.1 418,867
NON U.S.   11,843 2.8 1,836 0.4  
  12 19,079 4.6 6,238 1.5  
E VIX FUTURES U.S.   500 0.1 1,175 0.3 343,502
NON U.S.   4,953 1.4 12,511 3.6  
  8 5,453 1.6 13,686 4.0  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 5 1,532 1.8 1,710 2.0 85,739
NON U.S. 9 3,396 4.0 2,182 2.5  
  14 4,928 5.7 3,892 4.5  
CME 3-MONTH EURODOLLARS U.S. 8 1,195,268 9.5 1,093,134 8.7 12,557,251
NON U.S. 33 699,244 5.6 853,747 6.8  
  41 1,894,512 15.1 1,946,881 15.5  
CME 3-MONTH SOFR U.S.   21 0.1 9,881 23.6 41,811
NON U.S.   26 0.1 356 0.9  
  6 47 0.1 10,237 24.5  
CME 1-MONTH SOFR U.S.   5,075 15.1 536 1.6 33,520
NON U.S.   543 1.6 954 2.8  
  7 5,618 16.8 1,490 4.4  
CME E-MINI S&P 500 STOCK INDEX U.S. 6 10,958 0.4 116,858 4.4 2,653,040
NON U.S. 22 99,014 3.7 70,765 2.7  
  28 109,972 4.1 187,623 7.1  
CME E-MINI S&P FINANCIAL INDEX U.S.   0 0.0 387 2.0 19,456
NON U.S.   618 3.2 2,367 12.2  
  5 618 3.2 2,754 14.2  
CME S&P 500 TOTAL RETURN INDEX U.S.   7,000 2.9 13,500 5.6 241,359
NON U.S.   46,561 19.3 46,526 19.3  
  6 53,561 22.2 60,026 24.9  
CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 689 0.3 5,128 2.4 215,458
NON U.S. 14 15,299 7.1 2,955 1.4  
  18 15,988 7.4 8,083 3.8  
CME AUSTRALIAN DOLLAR U.S.   1,188 1.0 1,615 1.3 120,590
NON U.S.   1,567 1.3 5,373 4.5  
  6 2,755 2.3 6,988 5.8  
CME E-MINI RUSSELL 2000 INDEX U.S. 6 11,819 2.4 991 0.2 494,455
NON U.S. 10 29,732 6.0 4,810 1.0  
  16 41,551 8.4 5,801 1.2  
CME NIKKEI STOCK AVERAGE YEN DENOM U.S.   0 0.0 164 0.2 78,449
NON U.S.   4,219 5.4 0 0.0  
  8 4,219 5.4 164 0.2  
ICUS MSCI EAFE MINI INDEX U.S.   683 0.2 0 0.0 311,610
NON U.S.   573 0.2 27,869 8.9  
  7 1,256 0.4 27,869 8.9  
ICUS MSCI EMERGING MKTS MINI INDEX U.S. 4 2,669 0.2 0 0.0 1,386,508
NON U.S. 15 17,310 1.2 76,573 5.5  
  19 19,979 1.4 76,573 5.5  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.   818 1.1 3,001 4.0 75,742
NON U.S.   28,138 37.1 14,495 19.1  
  5 28,956 38.2 17,496 23.1  
NYME GULF JET NY HEAT OIL SPR U.S.   2,399 10.6 0 0.0 22,631
NON U.S.   1,215 5.4 0 0.0  
  5 3,614 16.0 0 0.0